+188.2%
ASML vs TJX
+46.3%
+141.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.6% |
| 7D | +6.0% | -3.3% | +9.3% | +7.0% |
| 30D | +1.4% | -19.9% | +21.2% | +8.6% |
| 3M | +1.0% | -19.0% | +20.1% | +7.3% |
| 6M | +37.0% | -18.6% | +55.6% | +44.9% |
| YTD | +65.8% | -15.3% | +81.0% | +72.0% |
| 1Y | +123.1% | -7.3% | +130.5% | +119.6% |
| 3Y | +188.2% | +46.6% | +141.6% | +118.2% |
| All | +188.2% | +46.3% | +141.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TJX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling